Jefferson Security Bank Stock Market Value
| JFWV Stock | USD 103.00 0.00 0.00% |
| Symbol | Jefferson |
Jefferson Security 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Jefferson Security's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Jefferson Security.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Jefferson Security on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Jefferson Security Bank or generate 0.0% return on investment in Jefferson Security over 570 days. Jefferson Security is related to or competes with Bank Utica, Great American, CNB, AMB Financial, Woodsboro Bank, First Southern, and Elmer Bancorp. Jefferson Security Bank provides various banking products and services to individuals, agricultural and commercial busin... More
Jefferson Security Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Jefferson Security's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Jefferson Security Bank upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 9.47 |
Jefferson Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Jefferson Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Jefferson Security's standard deviation. In reality, there are many statistical measures that can use Jefferson Security historical prices to predict the future Jefferson Security's volatility.| Risk Adjusted Performance | 0.0135 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.13) | |||
| Treynor Ratio | 0.046 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Jefferson Security's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Jefferson Security Bank Backtested Returns
At this stage we consider Jefferson Pink Sheet to be very steady. Jefferson Security Bank holds Efficiency (Sharpe) Ratio of 0.0116, which attests that the entity had a 0.0116 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Jefferson Security Bank, which you can use to evaluate the volatility of the firm. Please check out Jefferson Security's Risk Adjusted Performance of 0.0135, market risk adjusted performance of 0.056, and Standard Deviation of 1.6 to validate if the risk estimate we provide is consistent with the expected return of 0.0192%. The company retains a Market Volatility (i.e., Beta) of 0.17, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Jefferson Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding Jefferson Security is expected to be smaller as well. Jefferson Security Bank right now retains a risk of 1.66%. Please check out Jefferson Security coefficient of variation and skewness , to decide if Jefferson Security will be following its current trending patterns.
Auto-correlation | -0.07 |
Very weak reverse predictability
Jefferson Security Bank has very weak reverse predictability. Overlapping area represents the amount of predictability between Jefferson Security time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Jefferson Security Bank price movement. The serial correlation of -0.07 indicates that barely 7.0% of current Jefferson Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.07 | |
| Spearman Rank Test | 0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.35 |
Jefferson Security Bank lagged returns against current returns
Autocorrelation, which is Jefferson Security pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Jefferson Security's pink sheet expected returns. We can calculate the autocorrelation of Jefferson Security returns to help us make a trade decision. For example, suppose you find that Jefferson Security has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Jefferson Security regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Jefferson Security pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Jefferson Security pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Jefferson Security pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Jefferson Security Lagged Returns
When evaluating Jefferson Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Jefferson Security pink sheet have on its future price. Jefferson Security autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Jefferson Security autocorrelation shows the relationship between Jefferson Security pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Jefferson Security Bank.
Regressed Prices |
| Timeline |
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Additional Tools for Jefferson Pink Sheet Analysis
When running Jefferson Security's price analysis, check to measure Jefferson Security's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Jefferson Security is operating at the current time. Most of Jefferson Security's value examination focuses on studying past and present price action to predict the probability of Jefferson Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Jefferson Security's price. Additionally, you may evaluate how the addition of Jefferson Security to your portfolios can decrease your overall portfolio volatility.